+65.2%
SEDG vs ACGL
+400.6%
-335.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.8% |
| 7D | +8.9% | -0.7% | +9.6% | +9.1% |
| 30D | +0.9% | -1.0% | +1.9% | +1.1% |
| 3M | -53.2% | +11.0% | -64.3% | -55.6% |
| 6M | -9.9% | -0.3% | -9.5% | -11.3% |
| YTD | +18.5% | +2.3% | +16.3% | +15.1% |
| 1Y | +0.1% | +6.4% | -6.3% | -4.9% |
| 3Y | -78.9% | +34.0% | -112.8% | -82.5% |
| 5Y | -88.0% | +161.6% | -249.7% | -92.9% |
| 10Y | +97.5% | +278.6% | -181.1% | -5.2% |
| All | +65.2% | +400.6% | -335.4% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling